One of my bags went awol on route back from Phoenix.

Does anyone have any experience on how long you need to wait before you can claim for items? It has been missing for 3 days - normally when they lose my bags (last 3 flights in a row) - they arrive the next day - so I am expecting a longer wait this time. I put my details on a large bit of A4 paper on the inside - so I assume it will appear eventually.

I have Tesco travel insurance and paid taxes, etc by Amex (2F1 ticket) - does that give me any protection? Do you have to go down the insurance route rather than claim direct from BA?

Am I correct in thinking you can only start to buy items on the outbound flight?